"Coalition forces confirm intercepting an Iranian-Houthi missile," the Center for International Communication, an arm of the Saudi information ministry, said on Twitter on Tuesday.
Earlier in the day, Saudi air defenses on Tuesday intercepted a ballistic missile fired towards the Saudi capital Riyadh.
The ballistic missile was intercepted south of the capital, and the missile did not cause any damage, the Al-Saudiya announced in a news flash.
The armed Houthi movement, who is battling a Saudi-led coalition in neighbouring Yemen, said it had fired a ballistic missile towards the Saudi capital.
Today's incident comes days after Washington accused Tehran of manufacturing a missile fired by the Yemeni rebels at the Saudi capital last month.